There is no option to import uploads that you did on another service through an RSS feed on SoundCloud. You would, therefore, need to upload your episodes manually on your SoundCloud account over here.

Switching your podcast hosting to SoundCloud is a two step process:

1. Upload your archives to SoundCloud. If you have more than 3 hours worth of episodes, you’ll want to consider upgrading to a Pro plan. Make sure each episode has been added to your RSS feed. You can learn more about adding tracks to your feed in Setting up your Feed. 
2. Add a 301 redirect or an <itunes:new-feed-location/> tag to your old feed that points to your new SoundCloud RSS feed (found on the Content Settings page). The details of this step will vary depending on who you are using as your current hosting provider. 

Libsyn users - Refer to the instructions here. For other podcasting hosts, you’ll want to reach out to them and send them your SoundCloud RSS feed URL. 

Blubrry users - Unfortunately, Blubrry does not offer redirect services at this time. This means that you will have to start fresh on SoundCloud. We recommend uploading a podcast episode letting your listeners and subscribers know to subscribe to your new feed from SoundCloud instead.

Feedburner users -  If you pass your feed through Feedburner before sending to iTunes, you can simply replace the original feed with your new SoundCloud feed when submitting to iTunes.